Anic Equity¶

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Total return since start: 0.659 %¶

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Equity now: -----------------------------> 50680.63 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43320.16 Kr¶

PnL: ---------------------------------------> -382.43 Kr¶

DD now: ---------------------------------> -4.593 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 16:14:07.756749'

Anic Portfolio¶

Today¶

Return: -0.139 %¶

This Week¶

Return: -0.139 %¶

Total portfolio value¶

Return including deposits: 65.915 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Orrön Energy 170 -1.290000 2079.950000 39.100000 1.920000 2040.850000
Hexagon B 26 -0.600000 3432.000000 20.800000 0.610000 3411.200000
Vitec Software Group B 2 -0.620000 1119.000000 18.000000 1.630000 1101.000000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
Hexatronic Group 15 2.630000 1078.500000 10.800000 1.010000 1067.700000
Sagax B 4 -1.150000 892.000000 8.800000 1.000000 883.200000
HEXPOL B 8 -0.170000 963.200000 8.000000 0.840000 955.200000
INVISIO 15 -1.240000 3570.000000 7.500000 0.210000 3562.500000
Platzer Fastigheter Holding B 12 -0.620000 956.400000 7.200000 0.760000 949.200000
Profoto Holding 7 -1.180000 588.000000 6.000000 1.030000 581.999999
BHG Group 109 -5.090000 1423.540000 4.360000 0.310000 1419.180000
Hennes & Mauritz B 6 -0.670000 914.160000 4.200000 0.460000 909.960000
AcadeMedia 20 -0.570000 978.800000 3.200000 0.330000 975.600000
SKF B 5 -1.240000 979.250000 1.250000 0.130000 978.000000
ASSA ABLOY B 4 -1.350000 992.000000 1.200000 0.120000 990.800000
Sandvik 4 -1.440000 846.000000 0.400000 0.050000 845.600000
Latour B 4 -3.040000 854.000000 0.000000 0.000000 854.000000
Atrium Ljungberg B 5 -0.830000 901.000000 -0.500000 -0.060000 901.500000
Biotage 1 -7.860000 145.400000 -2.100000 -1.420000 147.500000
BioGaia B 8 -2.090000 898.400000 -4.000000 -0.440000 902.400000
Addnode Group B 7 -2.950000 898.800000 -4.200000 -0.470000 903.000000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
EQT 4 -2.440000 864.000000 -6.800000 -0.780000 870.800000
OX2 12 -4.040000 897.600000 -9.000000 -0.990000 906.600000
Gränges 10 3.220000 1027.000000 -9.000000 -0.870000 1036.000000
Alimak Group 12 -1.070000 994.800000 -9.600000 -0.960000 1004.400000
Vitrolife 3 -2.280000 667.200000 -9.800000 -1.450000 677.000001
JM 7 -2.840000 934.500000 -13.300000 -1.400000 947.800000
Catena 2 -1.850000 787.200000 -16.400000 -2.040000 803.600000
Byggmax Group 33 -3.370000 947.100000 -17.820000 -1.850000 964.920000
Investor B 3 -2.270000 639.900000 -18.100000 -2.750000 657.999999
Creaspac SPAC 40 -0.630000 3804.000000 -20.000000 -0.520000 3824.000000
Hoist Finance 36 -2.160000 977.400000 -30.600000 -3.040000 1008.000000
VEF 788 -2.320000 1859.680000 -37.820000 -1.990000 1897.504000
Sedana Medical 93 -2.060000 2646.780000 -336.800000 -11.290000 2983.577733
TOTAL 43320.160000 -382.430000 -4.59282% 43702.591732

Updated:¶

'2023-06-19 16:14:24.661328'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶